Polygon.io

Polygon.io is a fiercely modern, blazingly fast, and highly aggressive market data API platform that has gained massive traction among high-frequency traders, quants, and modern trading apps. It differentiates itself by focusing relentlessly on one specific metric: "Absolute, Ultra-Low Latency." It connects directly to the major stock exchanges (via dedicated fiber optic lines in New Jersey data centers) and streams that raw data via API faster than almost anyone else. The absolute core differentiator of Polygon.io is its "Tick-by-Tick SIP (Securities Information Processor) Streaming." When you buy a premium Polygon subscription, you are not getting delayed or batched data. You are receiving a WebSocket stream of every single individual trade and quote executed on all 16 US stock exchanges, resulting in millions of data messages per second. It is the absolute closest a retail developer can get to a Wall Street high-frequency trading feed. Furthermore, Polygon provides incredibly deep, clean historical data. A developer can ping the API to get "1-minute aggregate bars" for Apple stock going back 20 years, and Polygon will return the highly accurate, split-adjusted data in milliseconds. With highly acclaimed developer documentation, native client libraries (Go, Rust, Python), and stunning performance, Polygon is the elite choice for speed-obsessed trading algorithms.